Mechanistic reactions to rating signals in financial markets

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Assignment:

Topic

Credit rating agencies (CRAs) have come under increased scrutiny since the 2007-11 global financial crisis. Their role in the US subprime crisis coupled with their steady downgrading of European sovereign debt has led to much criticism and debate among regulators and academics. In the light of this, several regulatory reforms to monitor CRAs have been approved in Europe and the USA. Some of the key aims of the regulatory reforms are:
- Increase the transparency and strengthen the soundness of rating methodology and rating quality, particularly for the processes of sovereign credit ratings and structured finance ratings.
- Reduce reliance on CRAs through reducing the mechanistic reactions to rating signals in financial markets.
- Reduce conflicts of interest (arising from the issuer-pays model) and prevent rating shopping, while enhancing competition in the rating industry.

Your assignment is to critically evaluate any One or Two of the three aims of the CRA regulatory reforms listed above, and to provide a thorough analysis of the findings of recent research about its/their effectiveness.

You must demonstrate reading and research far beyond the material that was discussed in lectures. Support your arguments with examples when appropriate. You must include insights from:
(i) Academic papers published in good academic journals (such as the stated examples below).
(ii) Practitioner research (e.g. ESMA, SEC, European Commission, ECB ... etc).

A minimum of eight references from academic journals/practitioner research are expected.

You must follow academic conventions by ensuring careful citation of all paper and electronic sources of information, and by providing a full list of references at the end of the assignment. There must be a one-to-one match of citations and references.

Between 800 and 1000 words.

Word limit does NOT include referencing or reference list. State the word count on cover page. Please use 1.5 line spacing & 12-point font.

Reference no: EM133016172

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